Your power supply has build in surge protection as well as some other noise filtering.
All quality power supplies have these parts, while some cheaper(not the super cheap garbage) have been known to remove the surge protection, the filtering should still be in place. I am 99% sure you have both as only FSP cuts surge protection on cheaper units.
You are hearing a vibration caused by the extremely fast switching of a computer power supply. While not dangerous, it bugs many a user.